+61.2%
VALE vs BROS
-35.3%
+96.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.6% | -6.7% | +8.3% | +2.5% |
| 30D | +5.1% | -29.1% | +34.2% | +9.3% |
| 3M | -0.4% | -16.7% | +16.3% | +0.7% |
| 6M | -2.2% | -11.6% | +9.4% | -2.6% |
| YTD | +20.5% | -23.9% | +44.4% | +22.6% |
| 1Y | +61.2% | -34.8% | +96.0% | +56.7% |
| All | +61.2% | -35.3% | +96.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling